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V-Lab

Shinyoung Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:98.22% (-9.12%)
Analysis last updated: Saturday, February 21, 2026 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinyoung Securities Co Ltd SGARCH
paramt-stat
ω1.12038.30
α0.12489.84
β0.787137.65
γ10.03811.29
γ2-0.0117-0.25
γ3-0.1617-4.00
γ40.28325.45
γ5-0.2595-4.63
γ60.18293.94
γ7-0.0930-2.39
γ80.00950.22
γ90.21503.06
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts